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- Tasks: Conduct cutting-edge research and develop innovative trading strategies in a dynamic environment.
- Company: Join a globally leading Multi-Strat Fund with a strong reputation in the finance industry.
- Benefits: Earn up to £1M+ annually with a competitive salary and industry-leading bonuses.
- Other info: Collaborate with over 200 investment professionals in a central research team.
- Why this job: Make a significant impact on investment strategies while working with top professionals in finance.
- Qualifications: Advanced degree in a quantitative field and experience in alpha signal generation required.
Salary: Up to £350,000 starting base + industry-leading guaranteed bonus and package. TC of up to £1M+ GBP in annual compensation.
Location: London. Full-time office (5 days).
Client: Globally leading Multi-Strat Firm founded in the late 1990s. Developing and deploying quantitative, quantamental and discretionary strategies for Rates, Futures/FX, Equities, Commodities, Credit and Volatility.
Trading focus on Mid-frequency (MFT) strategies with holding periods of days to weeks.
Role: Quantitative Researcher for Alpha Gen (Cross-Asset). Responsible for full lifecycle research from data curation/validation, feature engineering, model development and signal generation. Role is sitting in a central research team responsible for bridging the gap between systematic and discretionary investing. Group is of paramount importance to the team having holistic impact and supporting north of 200 investment professionals.
Required skills:
- 1 year+ alpha signal generation experience from a competitor fund, market-maker or proprietary trading firm only.
- Advanced degree in a highly scientific, quantitative or computational discipline (examples include STEM and Machine Learning).
- Exceptional research track record demonstrating innovation in your field including strong publication records/best paper awards.
- Capable across topics in statistical modelling, algorithms, data structures, and/or machine learning.
- Working proficiency in one of the main object-oriented programming languages: C++, Python.
- Extraordinary accomplishments in high school and university-level programming competitions including but not limited to: Olympiad Medallists, ACM-ICPC finalists and winners, and Industry-sponsored Hackathon finalists and winners.
If this opportunity is of interest, please apply direct or email me at asalim@hunterbond.com.
Quantitative Researcher (Global Macro/RV) - Pioneering Multi-Strat Fund - London - TC up to MM GBP in England employer: Hunter Bond
Contact Detail:
Hunter Bond Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Researcher (Global Macro/RV) - Pioneering Multi-Strat Fund - London - TC up to MM GBP in England
✨Tip Number 1
Network like a pro! Reach out to your connections in the finance and tech sectors. Attend industry events or webinars where you can meet potential employers or colleagues. Remember, sometimes it’s not just what you know, but who you know!
✨Tip Number 2
Show off your skills! Create a portfolio showcasing your quantitative research projects, models, or any relevant work. This is your chance to demonstrate your expertise in statistical modelling and algorithms, so make it shine!
✨Tip Number 3
Prepare for interviews by brushing up on your technical skills. Be ready to discuss your experience with alpha signal generation and your programming prowess in C++ or Python. Practice common interview questions and maybe even do some mock interviews with friends.
✨Tip Number 4
Don’t forget to apply through our website! We’ve got loads of opportunities that might be perfect for you. Plus, applying directly shows your enthusiasm and commitment to joining our team. Let’s get you that dream job!
We think you need these skills to ace Quantitative Researcher (Global Macro/RV) - Pioneering Multi-Strat Fund - London - TC up to MM GBP in England
Some tips for your application 🫡
Tailor Your CV: Make sure your CV is tailored to the Quantitative Researcher role. Highlight your alpha signal generation experience and any relevant projects or research that showcase your skills in statistical modelling and programming.
Craft a Compelling Cover Letter: Your cover letter should tell us why you're the perfect fit for this role. Share your passion for quantitative research and how your background aligns with the firm's focus on multi-strategy investing.
Showcase Your Achievements: Don’t be shy about your accomplishments! Whether it’s awards from programming competitions or publications, make sure we see what makes you stand out in the field of quantitative research.
Apply Through Our Website: We encourage you to apply directly through our website. It’s the best way for us to receive your application and ensures you’re considered for this exciting opportunity at our pioneering firm.
How to prepare for a job interview at Hunter Bond
✨Know Your Numbers
As a Quantitative Researcher, you’ll need to demonstrate your analytical skills. Brush up on key metrics and models relevant to global macro and relative value strategies. Be prepared to discuss your past projects and the quantitative methods you used to achieve results.
✨Showcase Your Coding Skills
Since proficiency in programming languages like C++ and Python is crucial, make sure you can talk about your coding experience confidently. Bring examples of your work or even be ready to solve a coding challenge during the interview to showcase your technical prowess.
✨Research the Firm's Strategies
Familiarise yourself with the firm’s trading focus and strategies. Understand their approach to mid-frequency trading and how they bridge systematic and discretionary investing. This will not only show your interest but also help you align your answers with their goals.
✨Prepare for Technical Questions
Expect deep dives into statistical modelling, algorithms, and machine learning. Prepare to explain complex concepts clearly and concisely. Practising common interview questions in these areas can give you an edge and help you articulate your thought process effectively.